Random walks in random environment: What a single trajectory tells

DOI10.1007/BF02771533zbMath1051.60046arXivmath/0304091MaRDI QIDQ1881741

Omer Adelman, Nathanaël Enriquez

Publication date: 15 October 2004

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0304091

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60K37: Processes in random environments

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M-estimator and its weak consistency for a (2, 1) random walk in a parametric random environment, Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support, Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment, On the estimation of the potential of Sinai's RWRE, Non parametric estimation for random walks in random environment, Density estimation for RWRE, Reconstructing a recurrent random environment from a single trajectory of a random walk in random environment with errors, Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment, Detecting periodicity from the trajectory of a random walk in random environment, The heavy range of randomly biased walks on trees, Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment, Hidden Markov model for parameter estimation of a random walk in a Markov environment

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